Anic Equity¶

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Total return since start: 0.581 %¶

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Equity now: -----------------------------> 48284.58 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46084.38 Kr¶

PnL: ---------------------------------------> -2137.87 Kr¶

DD now: ---------------------------------> -7.274 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 13:14:56.836683'

Anic Portfolio¶

Today¶

Return: -0.385 %¶

This Week¶

Return: -0.385 %¶

Total¶

Return: 58.071 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.730000 832.950000 134.950000 19.330000 698.000040
VBG GROUP B 4 -3.560000 650.000000 42.000000 6.910000 608.000000
Tobii Dynavox 109 -1.310000 2753.890000 31.890000 1.170000 2721.999993
Stillfront Group 38 -2.770000 705.660000 19.660000 2.870000 686.000016
Tietoevry 2 -1.810000 649.600000 11.600000 1.820000 638.000000
MEKO 13 -1.870000 1565.200000 11.200000 0.720000 1554.000006
Vitec Software Group B 1 -1.770000 494.600000 9.600000 1.980000 485.000000
Nordisk Bergteknik B 130 -3.020000 4173.000000 9.000000 0.220000 4163.999970
SKF A 3 -3.770000 590.400000 -2.600000 -0.440000 593.000001
SKF B 3 -3.880000 590.850000 -5.150000 -0.860000 596.000001
Mycronic 3 -3.320000 645.600000 -6.400000 -0.980000 651.999999
G5 Entertainment 3 -1.620000 565.500000 -6.500000 -1.140000 572.000001
ASSA ABLOY B 2 -1.760000 501.600000 -12.400000 -2.410000 514.000000
Addnode Group B 6 -2.520000 696.000000 -13.000000 -1.830000 709.000002
Embracer Group B 14 -5.510000 671.230000 -17.770000 -2.580000 689.000004
ITAB Shop Concept 56 -2.910000 672.000000 -19.000000 -2.750000 691.000016
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Husqvarna A 7 -3.430000 611.100000 -21.900000 -3.460000 632.999997
Husqvarna B 7 -3.380000 611.800000 -28.200000 -4.410000 639.999997
Loomis 6 -2.550000 2014.800000 -28.200000 -1.380000 2043.000000
Fastighetsbolag. Emilshus Pref 21 -3.060000 532.350000 -29.650000 -5.280000 562.000005
Rejlers B 6 -2.520000 927.600000 -34.400000 -3.580000 961.999998
Avanza Bank Holding 2 -7.690000 472.800000 -38.200000 -7.480000 511.000000
Swedbank A 3 -3.320000 577.350000 -40.650000 -6.580000 618.000000
Arion Banki SDB 61 -2.370000 653.920000 -43.080000 -6.180000 697.000030
Lagercrantz Group B 5 -2.760000 563.000000 -44.000000 -7.250000 607.000000
Norva24 Group 12 -2.410000 359.040000 -48.210000 -11.840000 407.250000
Collector Bank 29 -7.110000 1181.030000 -52.970000 -4.290000 1233.999996
Mips 1 -2.940000 469.400000 -59.600000 -11.270000 529.000000
Dustin Group 18 -5.120000 607.680000 -62.320000 -9.300000 669.999996
Nordea Bank Abp 30 -4.090000 3697.800000 -65.200000 -1.730000 3762.999990
AFRY 3 -3.030000 518.100000 -76.900000 -12.920000 594.999999
Fastighetsbolaget Emilshus B 23 12.710000 608.930000 -86.070000 -12.380000 694.999993
Viaplay Group B 4 -6.260000 940.000000 -97.000000 -9.350000 1037.000000
Beijer Alma B 9 -2.420000 1818.000000 -136.000000 -6.960000 1953.999999
RVRC Holding 17 -5.090000 539.240000 -143.760000 -21.050000 683.000007
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 -0.320000 693.000000 -300.000000 -30.210000 992.999997
Camurus 16 -3.840000 3523.200000 -614.800000 -14.860000 4138.000000
TOTAL 46062.620000 -2159.630000 -7.31614% 48222.250041

Updated:¶

'2023-03-13 13:13:56.575109'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶